财报归因框架ts_fundfinancialattributionattachment,42518attachmenttitle1摘要title11基于,3利润总额到收益率%分解,归因框架说明ts_fundfinancialattribution,…

大宗交易成交总额比%与系统,板块相关bk_btinstitutionamountsumpercentbegt,买入=0卖出=1@@,大宗交易成交总额比%范例t,大宗交易成交总额比%setsysparampn,上证a股quotreturnbk_btinstitutionamountsumpercent20201119t,…

方差风险溢价方法1使用ivx,当前仅支持日线oppz_vrp1rsp,cyclenintegerrealrsp_cycle@,real@@实数单位%算法img,media2026-01-29_rhkuoltxro00kytjimage7,范例tcodesetsysparampn_stockquot,cy_5mn:=1returnoppz,…

以及各个风险指标black_scholes_,trtd指数期权tdtd1tdtr,trtd看跌tdtd1tdtr,real@@无风险年利率%实数类型,real@@年波动率%实数类型,@@连续分红率%实数类型,美式期权定价returnblack_scholes_,30498653001512,…

股本解禁前比例%与系统,证券代码相关stock_restrictedbanandrspercentqjbegt,限售股份tdtd1tdtr,数量占流通股本比例%范例t,数量占流通股本比例%setsysparampn,endt:=20250910treturnstock_restrictedbanandrspercentqjbegt,…

净值及其变化netassetweeklylist_callfundarr,trtrtd净值增长率%tdtd,@@整数排序方法1表示正,tcodereturnnetassetweeklylist_callarray,media2024-08-20_0fmbbyk83qm5rp9bimage57,…

策略的回测portfoliobacktesting_quantitypfinfodata,quot79420000quot费率%quot0,000quot多空quot100quot,quot100quot,比例%quot1,quot111600000quot费率%quot0,000quot多空quot100quot,…

股票占净值比例变动%基金板块,setsysparampn_bkbkname,取股票占净值比例%bk_,td全部tdtd-1tdtr,td股票型tdtd1tdtr,采取不同的加权方式1为算术平均,trtd算术平均tdtd1tdtr,股票占净值比例变动%fundarr:=,…

板块板块净资产收益率%最近12,stocksnetequityreturn_12stockarr,只考虑a股tdtd1tdtr,31日的板块净资产收益率%最近12,:=inttodate20170930setsysparampn_dateendt,endtreturnstocksnetequityreturn_12stks,…

quartergrowratio对应季度环比%该常量,与ct_quarterdata常量,使用返回最近1个季度,返回20120630季报数据ct_quartergrowratiostring,期prdate季度数据-1rdate=,prdate季度主营成本比例%pv=,比=pvsetsysparampn_stocksz000002,…